Chair of Econometrics
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Sat, 14. May. 2022 Schwarzbach, Marco
Paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters"
The paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters" by Prof. Dr. Christoph Hanck, Prof. Dr. Matei Demetrescu and Prof. Dr. Robinson Kruse was accepted for the...
read onThu, 24. Feb. 2022 Schwarzbach, Marco
Exam Review in Recent Developments in Econometrics
The exam review in Recent Developments in Econometrics will take place on 02.03.2022 from 3pm to 4pm in R11 T04 C06 in compliance with the current concept of measures (esp. UDE-Boarding). For organizational reasons, prior...
read onTue, 15. Feb. 2022 Schwarzbach, Marco
Dr. Yannick Hoga appointed Associate Editor for "Statistics"
Yannick Hoga was appointed Associate Editor of the journal "Statistics" at the invitation of the editor Matei Demetrescu (Kiel University).
read onWed, 12. Jan. 2022 Schwarzbach, Marco
Paper "On Testing Equal Conditional Predictive Ability Under Measurement Error"
The paper "On Testing Equal Conditional Predictive Ability Under Measurement Error" by Dr. Yannick Hoga and Dr. Timo Dimitriadis was accepted for the internationally peer-reviewed Journal of Business & Economic Statistics. The...
read onSat, 16. Oct. 2021 Schwarzbach, Marco
Room change in Recent Developments in Econometrics
Dear Students, we would like to inform you that there has been a room change in the module "Recent Developments in Econometrics". The lectures will take place in S05 T00 B83 from Monday, 18.10.2021, whereas the tutorials...
read onFri, 08. Oct. 2021 Schwarzbach, Marco
Paper "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players"
The paper "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players" by Prof. Dr. Christoph Hanck and Martin Arnold was accepted for the internationally peer-reviewed Journal AStA - Advances in Statistical...
read onWed, 14. Jul. 2021 Schwarzbach, Marco
Paper "A Comparison of Approaches to Select the Informativeness of Priors in BVARs"
The paper "A Comparison of Approaches to Select the Informativeness of Priors in BVARs" by Prof. Dr. Christoph Hanck and Dr. Jan Prüser was accepted for the internationally peer-reviewed Journal of Economics and Statistics. The...
read onTue, 08. Jun. 2021 Schwarzbach, Marco
Heisenberg-Application to the DFG Approved
The German Research Foundation (DFG) has approved Dr. Yannick Hoga's Heisenberg proposal on "Forecasting and Evaluating Measures of Systemic Risk" for five years. Yannick Hoga's project will focus on methodological developments...
read onTue, 01. Jun. 2021 Schwarzbach, Marco
Paper "Student's t mixture models for stock indices. A comparative study"
The paper "Student's t mixture models for stock indices. A comparative study" by Dr. Till Massing and Dr. Arturo Ramos was accepted for the internationally peer-reviewed journal Physica A: Statistical Mechanics and its...
read onSat, 24. Apr. 2021 Schwarzbach, Marco
Paper "Quantifying the data-dredging bias in structural break tests"
Dr. Yannick Hoga's authored paper, "Quantifying the data-dredging bias in structural break tests", was accepted for the internationally peer-reviewed journal Statistical Papers. The publication can be viewed here.
read onThu, 01. Apr. 2021 Schwarzbach, Marco
Paper "House prices and interest rates: Bayesian evidence from Germany"
The paper "House prices and interest rates: Bayesian evidence from Germany" by Prof. Dr. Christoph Hanck and Dr. Jan Prüser was accepted for the internationally peer-reviewed journal Applied Economics. The publication can be...
read onFri, 26. Mar. 2021 Schwarzbach, Marco
Paper "When is the Best Time to Learn? - Evidence from an Introductory Statistics Course"
The paper "When is the Best Time to Learn? - Evidence from an Introductory Statistics Course" by Prof. Dr. Christoph Hanck, Dr. Till Massing, Natalie Reckmann, Alexander Blasberg, Benjamin Otto and Prof. Dr. Michael Goedicke was...
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